Tape Reading

 
Is it possible to create a robot that does tape reading? Check the order book, times and trade and the volume at price?
 
Fileto Filho:
Is it possible to create a robot that does tape reading? Check the order book, times and trade and the volume at price?
I am guessing you are targeting the brazillian's futures, so yes you can access the times & sales and market depth(pending orders).

One caveat, the times & sales from metatrader 5 does not show which broker the buy/sell order came from, if you need that
info, you'll have to use another app.
 
Alexandre Borela #:
I am guessing you are targeting the brazillian's futures, so yes you can access the times & sales and market depth(pending orders).

One caveat, the times & sales from metatrader 5 does not show which broker the buy/sell order came from, if you need that
info, you'll have to use another app.
Why is it important to know the broker from which a buy/sell order came from ?
Reason: